-17.4%
JD vs DKS
-40.1%
+22.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | -3.0% | -2.9% | -0.1% | -2.8% |
| 30D | -19.3% | -37.7% | +18.4% | -15.9% |
| 3M | -6.0% | -38.9% | +32.9% | -2.0% |
| 6M | +1.8% | -31.1% | +32.9% | +2.6% |
| YTD | -2.6% | -31.8% | +29.2% | -1.9% |
| 1Y | -17.4% | -38.0% | +20.6% | -14.6% |
| All | -17.4% | -40.1% | +22.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling